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How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998

In: The Risks of Financial Institutions

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  • Evan Gatev
  • Til Schuermann
  • Philip Strahan

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Suggested Citation

  • Evan Gatev & Til Schuermann & Philip Strahan, 2007. "How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998," NBER Chapters,in: The Risks of Financial Institutions, pages 105-132 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:9608
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    File URL: http://www.nber.org/chapters/c9608.pdf
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    References listed on IDEAS

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    1. Evan Gatev & Philip E. Strahan, 2003. "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market," Center for Financial Institutions Working Papers 03-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
    2. Evan Gatev & Philip E. Strahan, 2003. "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market," NBER Working Papers 9956, National Bureau of Economic Research, Inc.
    3. Anil K. Kashyap & Raghuram Rajan & Jeremy C. Stein, 2002. "Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit-Taking," Journal of Finance, American Finance Association, vol. 57(1), pages 33-73, February.
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    Cited by:

    1. Stefan Nagel, 2016. "The Liquidity Premium of Near-Money Assets," The Quarterly Journal of Economics, Oxford University Press, vol. 131(4), pages 1927-1971.

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